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ProShares Ultra VIX Short-Term Futures ETF UVXY

i

Market dataready · fetched 2026-11-10T22:34:03.242Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:32:14.577926472Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:34:02.628526+00:00

Share price$18.31
1D-4.4%
AH$18.06$18.47$18.87$19.28$19.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUVXY
Sold putSold callAH

ProShares Ultra VIX Short-Term Futures ETF options

Live interpolated UVXY call and put midpoint premiums by absolute delta.ProShares Ultra VIX Short-Term Futures ETF$0.14$0.56$0.98$1.39$1.81$15.68$17.28$18.89$20.49$22.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive UVXY spot · $18.31UVXY PRICE$0.30$0.40$0.43$0.49$0.59$0.69$0.79$0.90$1.01$1.13$1.24$1.31$0.19$0.26$0.34$0.48$0.62$0.77$0.93$1.15$1.41$1.69
Puts——
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.20176.3%17.4%17.0896.2%7.8%
25Δ20.60172.4%14.7%17.3197.9%6.9%
30Δ19.80144.7%10.5%17.54101.1%6.1%
35Δ19.33133.2%8.3%17.74110.9%5.8%
40Δ19.03134.3%7.2%17.94120.8%5.4%
45Δ18.73131.1%6.1%18.18126.2%4.9%
50Δ18.44127.7%5.0%18.45129.4%4.3%
55Δ18.18124.9%4.2%18.76136.0%3.9%
60Δ17.92121.7%3.4%19.09143.0%3.4%
65Δ17.68117.7%2.7%19.47148.3%2.9%
70Δ17.46112.4%2.1%
75Δ17.30102.9%1.6%
80Δ

20Δ

Calls
Pseudo strike
21.20
IV
176.3%
B/E move
17.4%
Puts
Pseudo strike
17.08
IV
96.2%
B/E move
7.8%

25Δ

Calls
Pseudo strike
20.60
IV
172.4%
B/E move
14.7%
Puts
Pseudo strike
17.31
IV
97.9%
B/E move
6.9%

30Δ

Calls
Pseudo strike
19.80
IV
144.7%
B/E move
10.5%
Puts
Pseudo strike
17.54
IV
101.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
19.33
IV
133.2%
B/E move
8.3%
Puts
Pseudo strike
17.74
IV
110.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
19.03
IV
134.3%
B/E move
7.2%
Puts
Pseudo strike
17.94
IV
120.8%
B/E move
5.4%

45Δ

Calls
Pseudo strike
18.73
IV
131.1%
B/E move
6.1%
Puts
Pseudo strike
18.18
IV
126.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
18.44
IV
127.7%
B/E move
5.0%
Puts
Pseudo strike
18.45
IV
129.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
18.18
IV
124.9%
B/E move
4.2%
Puts
Pseudo strike
18.76
IV
136.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
17.92
IV
121.7%
B/E move
3.4%
Puts
Pseudo strike
19.09
IV
143.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
17.68
IV
117.7%
B/E move
2.7%
Puts
Pseudo strike
19.47
IV
148.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
17.46
IV
112.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.30
IV
102.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend156.74%
Daily close
UVXY49.6%107.1%164.7%2026-08-12: 61.59%2026-08-13: 62.31%2026-08-14: 63.86%2026-08-17: 66.26%2026-08-18: 68.31%2026-08-19: 62.73%2026-08-20: 67.18%2026-08-21: 67.45%2026-08-24: 72.79%2026-08-25: 64.53%2026-08-26: 64.27%2026-08-27: 59.09%2026-08-28: 67.52%2026-08-31: 63.52%2026-09-01: 71.19%2026-09-02: 68.28%2026-09-03: 65.47%2026-09-04: 68.59%2026-09-08: 77.37%2026-09-09: 76.47%2026-09-10: 98.46%2026-09-11: 74.68%2026-09-14: 81.15%2026-09-15: 82.70%2026-09-16: 88.95%2026-09-17: 69.05%2026-09-18: 71.16%2026-09-21: 69.09%2026-09-22: 63.98%2026-09-23: 70.47%2026-09-24: 68.57%2026-09-25: 67.40%2026-09-28: 69.58%2026-09-29: 69.81%2026-09-30: 66.03%2026-10-01: 69.73%2026-10-02: 66.32%2026-10-05: 62.67%2026-10-06: 57.50%2026-10-07: 59.33%2026-10-08: 64.67%2026-10-09: 63.95%2026-10-12: 63.68%2026-10-13: 63.54%2026-10-14: 78.66%2026-10-15: 71.69%2026-10-16: 151.84%2026-10-19: 117.46%2026-10-20: 107.40%2026-10-21: 102.97%2026-10-22: 138.70%2026-10-23: 128.78%2026-10-26: 121.68%2026-10-27: 110.98%2026-10-28: 103.23%2026-10-29: 93.41%2026-10-30: 156.74%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
61.59%
62.31%
63.86%
66.26%
68.31%
62.73%
67.18%
67.45%
72.79%
64.53%
64.27%
59.09%
67.52%
63.52%
71.19%
68.28%
65.47%
68.59%
77.37%
76.47%
98.46%
74.68%
81.15%
82.70%
88.95%
69.05%
71.16%
69.09%
63.98%
70.47%
68.57%
67.40%
69.58%
69.81%
66.03%
69.73%
66.32%
62.67%
57.50%
59.33%
64.67%
63.95%
63.68%
63.54%
78.66%
71.69%
151.84%
117.46%
107.40%
102.97%
138.70%
128.78%
121.68%
110.98%
103.23%
93.41%
156.74%